+400.8%
C vs LNG
+1,178.8%
-778.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +3.6% | +3.4% | +0.2% | +3.4% |
| 30D | +0.1% | +14.9% | -14.8% | -0.9% |
| 3M | +2.4% | +21.4% | -19.0% | +1.0% |
| 6M | +24.9% | +17.8% | +7.1% | +23.2% |
| YTD | +19.8% | +51.3% | -31.5% | +16.1% |
| 1Y | +44.9% | +24.4% | +20.4% | +42.2% |
| 3Y | +263.0% | +79.7% | +183.3% | +247.2% |
| 5Y | +129.5% | +241.3% | -111.8% | +109.5% |
| 10Y | +291.6% | +603.1% | -311.5% | +241.3% |
| All | +400.8% | +1,178.8% | -778.0% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling